252 citations · 1.3k across the 41 of their papers we have counts for
3 papers · 2 filters
A note on the Regularity of Center-Outward Distribution and Quantile Functions
Eustasio del Barrio, Alberto González-Sanz, Marc Hallin
We provide sufficient conditions under which the center-outward distribution and quantile functions introduced in Chernozhukov et al.~(2017) and Hallin~(2017) are homeomorphisms, t…
Center-Outward R-Estimation for Semiparametric VARMA Models
Marc Hallin, Davide La Vecchia, Hang Liu
We propose a new class of R-estimators for semiparametric VARMA models in which the innovation density plays the role of the nuisance parameter. Our estimators are based on the nov…
Factor Models for High-Dimensional Functional Time Series
Shahin Tavakoli, Gilles Nisol, Marc Hallin
In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time ser…